A multi-dimensional SRBM: geometric views of its product form stationary distribution

DOI10.1007/s11134-014-9411-0zbMath1323.60111arXiv1312.1758OpenAlexW3104621818MaRDI QIDQ475141

Jian Wu, J. G. Dai, Masakiyo Miyazawa

Publication date: 25 November 2014

Published in: Queueing Systems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1312.1758

zbMATH Keywords

variational problemqueueing networksdiffusion approximationssemimartingale reflecting Brownian motionproduct form stationary distributionskew symmetry condition

Mathematics Subject Classification ID

Stochastic network models in operations research (90B15) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Brownian motion (60J65) Generalizations of martingales (60G48) Diffusion processes (60J60) Large deviations (60F10)

Related Items (4)

Invariant measures and error bounds for random walks in the quarter-plane based on sums of geometric terms ⋮ Splitting Algorithms for Rare Events of Semimartingale Reflecting Brownian Motions ⋮ A multi-dimensional SRBM: geometric views of its product form stationary distribution ⋮ Decomposable stationary distribution of a multidimensional SRBM

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